A-Share Screen Combining Price, Amplitude, and Metaverse Exposure

Summary

The document outlines a Chinese A-share stock screen based on daily price amplitude, a closing price of 18.5 yuan, and association with the metaverse concept. It presents amplitude above one percent as a way to select more volatile shares, uses the fixed price as a price filter, and treats thematic exposure as a way to find companies linked to emerging industry trends. The suggested implementation sketches filters and a separate data workflow, but the two descriptions are not fully aligned: the prose refers to metaverse exposure, while the sample concept check looks for blockchain, and parts of the sample code impose additional screening conditions.

The author acknowledges that the screen omits company financials and fundamentals, and that thematic classification can be subjective and prone to error. Suggested refinements include adding valuation and operating measures and consulting public thematic indexes or information. No backtest, return evidence, portfolio rules, or execution assumptions are provided, so the criteria are an illustrative selection idea rather than a validated strategy.

Key ideas

• The proposed screen combines a daily amplitude threshold, a fixed closing-price condition, and a metaverse-related theme.
• The article interprets higher amplitude as greater price fluctuation and the theme as exposure to a developing industry.
• Its prose and sample implementation differ on thematic classification, with the code checking for blockchain.
• The author notes that the screen leaves out financial and fundamental company measures.
• No performance testing or portfolio construction rules are supplied.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.